Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 49.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,316 CHF | 6,329 CHF | 100.00% | 100.00% |
19/11/2024 | 48.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,770 CHF | 6,442 CHF | 99.90% | 99.90% |
18/11/2024 | 42.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,620 CHF | 7,155 CHF | 99.89% | 99.89% |
15/11/2024 | 35.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,229 CHF | 8,307 CHF | 100.00% | 100.00% |
14/11/2024 | 31.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,092 CHF | 9,273 CHF | 100.00% | 100.00% |
13/11/2024 | 33.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,064 CHF | 8,766 CHF | 100.00% | 100.00% |
12/11/2024 | 25.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,977 | 250,000 | 33,786 CHF | 10,992 CHF | 99.72% | 99.72% |
11/11/2024 | 24.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,443 CHF | 11,611 CHF | 99.86% | 99.86% |
08/11/2024 | 21.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,667 | 302,563 | 42,136 CHF | 16,391 CHF | 100.00% | 100.00% |
07/11/2024 | 22.04% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 995,106 | 253,781 | 40,815 CHF | 13,043 CHF | 84.12% | 84.12% |